Question: Suppose that X1, . . . , Xn form a random sample of n observations from the uniform distribution on the interval [0, 1], and

Suppose that X1, . . . , Xn form a random sample of n observations from the uniform on the interval [0, 1], and let Y denote the second largest of the observations. Determine the p.d.f. of Y. Hint: First determine the c.d.f. G of Y by noting that G(y) = Pr(Y ≤ y) = Pr(At least n − 1 observations ≤ y).

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